Because so little is known about effective psychosocial treatments for depressed adolescents, and because of the risks associated with treating adolescents with medications, it is important to work on developing and supporting new treatments for this at-risk population. The aim of this pilot study is to generate knowledge for both the scientific community and for clinicians by gaining new insight into what works for depressed teens. To accomplish these goals, this study will treat 20 adolescents who meet criteria for Major Depressive Disorder with 18 weeks of therapy or medication. Ten adolescents will be assigned to the BA condition, and 10 will be assigned to the fluoxetine condition. Those in the medication condition will visit with their psychiatrist regularly but will not receive psychotherapy. Those who receive BA will receive between 18 and 20 sessions of therapy.